+2,723.0%
VRT vs MDB
+584.9%
+2,138.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.4% | +5.4% |
| 7D | +9.1% | -17.4% | +26.6% | +14.0% |
| 30D | +0.9% | -2.0% | +3.0% | +0.5% |
| 3M | -13.4% | -3.0% | -10.4% | -14.3% |
| 6M | +11.7% | +48.7% | -37.0% | -3.6% |
| YTD | +73.2% | -12.1% | +85.4% | +69.4% |
| 1Y | +123.4% | +14.5% | +108.9% | +101.9% |
| 3Y | +606.2% | -6.1% | +612.3% | +527.0% |
| 5Y | +899.9% | -27.3% | +927.2% | +744.6% |
| All | +2,723.0% | +584.9% | +2,138.2% | +1,775.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling